+146.3%
WWD vs URA
+36.0%
+110.4%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | URA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +4.4% | -1.0% | +2.2% |
| 7D | +4.2% | -4.1% | +8.3% | +5.4% |
| 30D | -2.1% | -19.0% | +16.9% | +3.6% |
| 3M | -13.2% | -25.1% | +12.0% | -6.5% |
| 6M | -16.9% | -44.5% | +27.6% | -3.4% |
| YTD | +5.2% | -24.3% | +29.5% | +11.4% |
| 1Y | +20.6% | -28.1% | +48.7% | +29.0% |
| 3Y | +146.3% | +40.7% | +105.7% | +106.0% |
| All | +146.3% | +36.0% | +110.4% | +106.0% |
Cumulative growth
Daily Returns
Daily percentage return beside URA.
Daily Out/Under-Performance
Portfolio return minus URA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URA return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded URA wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling